Message is not displayed because psShutdown sends the message to the session ID 0. Since WIndows VIsta session 0 has been reserved for the system services and as psTools works as a service it is isolated from the user's graphical interface (in general services can't display any messages in the user's environment).
You can read something more here:
http://blogs.technet.com/b/askperf/archive/2007/04/27/application-compatibility-session-0-isolation.aspx
You could try to find the user's session ID and then use psexec -i [session_ID_number] <<Shutdown command>>